Abstract: The study of compact stellar remnants such as black holes and neutron stars is an important component of modern astrophysics. Recent observations of the first neutron star merger event and an active galactic nucleus as the first high-energy neutrino source open a new way to study compact objects using multi-messengers. The key to coordinated detection and interpretation of multiple messenger signals, namely, electromagnetic radiation, cosmic rays, neutrinos, and gravitational waves, is to understand the link between the messengers. We try to answer this question from both theoretical and observational perspectives. We study high-energy particle propagation in the vicinity of magnetar-powered transients and black hole jets using numerical simulation. We also investigate analysis frameworks aiming to exploit data across multiple wavelengths and messengers. We close the talk by overlooking the future of Multi-messenger Astrophysics, in light of upcoming facilities such as SWGO and LSST, as well as new questions brought by recent observations.